-17.9%
USAR vs M
+85.0%
-102.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.4% |
| 7D | +0.8% | -3.3% | +4.1% | +0.8% |
| 30D | -30.1% | +8.1% | -38.2% | -30.0% |
| 3M | -56.3% | +2.2% | -58.5% | -56.3% |
| 6M | -68.6% | +35.1% | -103.7% | -68.1% |
| YTD | -30.5% | +15.8% | -46.4% | -30.4% |
| 1Y | -53.5% | +25.8% | -79.3% | -53.1% |
| 3Y | -19.3% | +156.2% | -175.5% | -12.4% |
| All | -17.9% | +85.0% | -102.9% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling